+34.2%
DIS vs HWM
+1,472.2%
-1,438.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | +5.2% | +3.3% | +1.9% | +3.9% |
| 30D | +11.5% | -7.6% | +19.1% | +13.7% |
| 3M | +11.5% | -28.9% | +40.5% | +23.2% |
| 6M | +8.9% | -19.7% | +28.5% | +14.7% |
| YTD | +3.4% | +0.5% | +2.9% | +0.2% |
| 1Y | +7.2% | +0.3% | +6.9% | +3.8% |
| 3Y | +43.3% | +325.8% | -282.5% | -19.6% |
| 5Y | -31.4% | +524.7% | -556.2% | -66.7% |
| All | +34.2% | +1,472.2% | -1,438.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling